Compute Covariance Matrix for real and foretasted data error
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Dear All,
I have one year hourly real and forecasted energy price data.I need to compute covariance matrix for error.I want to put this matrix for daily operation,which means this matrix must be 24*24.
Thank you for your guidance.
0 Kommentare
Antworten (1)
Matt J
am 29 Sep. 2013
Use the COV command.
2 Kommentare
Matt J
am 1 Okt. 2013
mehrdad,
Applying the COV command to a 365x24 matrix should have given you a 24x24 covariance matrix as in the following short example
>> A=rand(365,24); B=cov(A); whos B
Name Size Bytes Class Attributes
B 24x24 4608 double
Siehe auch
Kategorien
Mehr zu Time Series finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!